Model Browser User's Guide

Standard Error

: standard error of the j^th coefficient relative to the RMSE.

Hat Matrix

Full Hat matrix

H: the Hat matrix.

• H = QQ'
  

where Q results from a QR decomposition of X. Q is an orthonormal matrix and R is an matrix.

Leverage values

The leverage values are the terms on the leading diagonal of H (the Hat matrix). Leverage values have a color map active (<0.8 black, 0.8>orange<0.9, >0.9 red).

|X'X|

D; determinant of X'X.

D can be calculated from the QR decomposition of X as follows:

• ,

where p is the number of terms in the currently selected model.

This can be displayed in three forms:

• '

Raw Residual Statistics

Covariance

Cov(e): variance-covariance matrix for the residuals.

• Cov(e) = (I-H)
  

Correlation

Corr(e) : correlation matrix for the residuals.

Coefficient Information

Degrees of Freedom Table